Model Validation Specialist

il y a 2 semaines

Luxembourg, Luxembourg Deutsche Börse Temps plein

Learn, Develop, Grow But always:

  • Join our international team that drives positive change, united by a spirit of openness and curiosity.
  • We empower you to have an impact and to grow - personally and professionally.
  • With us, you work at the heart of financial systems and evolve the way markets operate.
  • We're excited about the future because we are the ones shaping it.
  • Let's do this together by sharing value.

Who we are:

Tracing its origins to 1585, Deutsche Börse Group has become one of the world's leading exchange organisations and an innovative market infrastructure provider.

In this role, we provide investors, financial institutions and companies access to global capital markets.

What's your part in all this? With your commitment you contribute to the success of our unique business model: offering a wide range of products, services, and technologies for security, transparency, and integrity on the markets.

By creating trust in the markets of today and tomorrow, we foster growth and contribute to the prosperity of future generations.

Your career at Deutsche Börse Group:

Your area of work:

Your Responsibilities:

  • Development and continuous maintenance of validation concepts as well as appropriate quantitative and qualitative methods for the Clearstream ICAAP and ILAAP framework including stress test scenarios and all reported risk measures.
  • Carry out initial, regular, and adhoc validations of ICAAP and ILAAP risk models including the stress testing framework implemented within Clearstream entities.
  • Engage with model owners as well as business and development experts to ensure the risk positions are effectively challenged and model risk is properly addressed.
  • Deliver model validation analysis and reports in support of senior management and committee review.
  • Review and update guidelines and documentation, ensuring compliance with relevant internal policies, standards, and regulatory requirements.

Your Profile:

  • M.Sc. or PhD in a quantitative or economic discipline.
  • At least 5 years of relevant work experience, preferably in ICAAP or ILAAP risk model development or model validation. Sound knowledge of credit rating and haircut models would be an asset.
  • Welldeveloped analytical skills, sound knowledge of statistical and econometric methods.
  • Very good programming skills (e.g. Python, R), experienced with databases (e.g. SQL).
  • Efficient team player with a high degree of organizational selfreliance as well as high results orientation and good communication skills.
  • Strong critical thinking skills and demonstrated ability to produce clear, concise written reports.
  • Proficiency in written and spoken English, German or French language skills would be an asset.

Why Deutsche Börse Group?

Mobility:

We enable you to move freely with our job tickets, job (e-)bikes, and free parking opportunities.

Work environment:

Collaboration, communication, or deep focus - in our modern office buildings, you will find the perfect work environment. Free drinks and food and meal allowances included.

Health and wellbeing:

We care for your health and wellbeing and besides various health promotion measures, we offer you a group accident insurance and additional insurance offers at discounted rates.

Financial stability:

We provide financial stability by offering attractive salaries, company pension schemes, participation in our Group Share Plan, as well as bonuses, subsidies, and discounts.

Hybrid work:

Collaborate and exchange on-site, or work remotely several days a week in line with business needs and local regulations. Our hybrid working model combines the best of both worlds.

Flexible working hours:

We want your job to fit your life situation and offer flexible working time models, part-time models, childcare allowance, or the possibility to study alongside your job.

Internationality:

Our market infrastructures are globally connected. Working with us means collaborating with like-minded colleagues across over 60 locations from more than 100 nations.

Development:

We promote individual development by offering internal development programmes, mentoring, further education, and training budgets.

Our story:

Our Story - Deutsche Börse Group in 120 Seconds

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